Posted by davetrader on 14th of May 2009 at 09:50 am
Here is a study I did on SRS I thought I would share for those
interested, it breaks down trade history YTD based on the hour of
the day the trade is taken. I used Matt's setup on the 15
minute chart (9/39 EMA cross and sell at EOD). This study was
completed using StrategyDesk which of course is subject to error.
The numbers represent
using $4,000 dollars for each trade taken. Draw your own
conclusions from the information in this table, except I will
comment “for whatever reason the 1330 to 1430 time period seems to
be a low win probability time of the day”.
Note: Average trade, average win and average loss are all dollar
amounts.
SRS Time of Day
Posted by davetrader on 14th of May 2009 at 09:50 am
Here is a study I did on SRS I thought I would share for those interested, it breaks down trade history YTD based on the hour of the day the trade is taken. I used Matt's setup on the 15 minute chart (9/39 EMA cross and sell at EOD). This study was completed using StrategyDesk which of course is subject to error. The numbers represent using $4,000 dollars for each trade taken. Draw your own conclusions from the information in this table, except I will comment “for whatever reason the 1330 to 1430 time period seems to be a low win probability time of the day”.
Note: Average trade, average win and average loss are all dollar amounts.
Time
W/L
% Win
PF
Average Trade
Average Win
Average Loss
Overall % G/L
0930 to 1030
6/2
75
3.39
99
188
-166
2.5
1030 to 1130
2/1
66
3.7
136
286
-151
3.3
1130 to 1230
4/1
80
9.45
169
237
-100
4.1
1230 to 1330
3/1
75
4.26
121
211
-149
3
1330 to 1430
2/4
33
0.61
-33
160
-130
-1
1430 to 1530
3/1
75
5.7
49
79
-41
1.1
nice work dave. thanks.
Posted by cmaslin on 14th of May 2009 at 10:01 am
nice work dave. thanks.